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Unconstrained Optimization using the Extended Kalman Filter

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The Kalman filter is actually a feedback approach to minimize the estimation error in terms of sum of square. This approach can be applied to general nonlinear optimization. This function shows a way using the extended Kalman filter to solve some unconstrained nonlinear optimization problems. Two examples are included: a general optimization problem and a problem to solve a set of nonlinear equations represented by a neural network model.

This function needs the extended Kalman filter function, which can be download from the following link:
http://www.mathworks.com/matlabcentral/fil...objectType=FILE

Free download from Shareware Connection - The Kalman filter is actually a feedback approach to minimize the estimation error in terms of sum of square

Publisher: Yi Cao | License: Freeware | Price: 0.00
Version: 1.0 | Size: 10 KB | Platform: Matlab, Scripts
Released Date: 21-01-2013 | Rating: 0 | Title: Unconstrained Optimization using the Extended Kalman Filter

Author Url: http://www.mathworks.com
Program Info Url: http://www.mathworks.com
Download Url: http://www.mathworks.com/matlabcentral/fx_files/18286/1/ekfopt.zip

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